| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| Time in Market | 19.0% | 100.0% |
| Cumulative Return | 17.1% | 29.31% |
| Max Drawdown | -2.17% | -19.0% |
| Sharpe | 2.71 | 1.24 |
| Sortino | 5.44 | 1.84 |
| Payoff Ratio | 1.25 | 0.98 |
| Profit Factor | 2.45 | 1.23 |
| Common Sense Ratio | 12.94 | 1.14 |
| CPC Index | 1.99 | 0.71 |
| Tail Ratio | 5.27 | 0.93 |
| Outlier Win Ratio | 23.35 | 2.64 |
| Outlier Loss Ratio | 4.48 | 2.46 |
| Volatility (ann.) | 5.48% | 21.1% |
| R^2 | 0.07 | 0.07 |
| Calmar | 4.89 | 0.94 |
| Skew | 2.33 | 1.21 |
| Kurtosis | 19.71 | 23.29 |
| Expected Daily % | 0.04% | 0.07% |
| Expected Monthly % | 0.79% | 1.29% |
| Expected Yearly % | 8.21% | 13.71% |
| Kelly Criterion | 36.77% | 17.42% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -0.43% | -1.74% |
| Expected Shortfall (cVaR) | -0.43% | -1.74% |
| Year | 17604094:SPY | 17604094:SPY:triple_med_gx:lsma95_50 | Multiplier | Won |
|---|---|---|---|---|
| 2024 | 10.86 | 12.92 | 1.19 | + |
| 2025 | 16.64 | 3.70 | 0.22 | - |
| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| MTD | 0.0% | 0.04% |
| 3M | 0.0% | 5.62% |
| 6M | 3.7% | 14.1% |
| YTD | 3.7% | 16.64% |
| 1Y | 3.7% | 12.47% |
| 3Y (ann.) | 10.62% | 17.86% |
| 5Y (ann.) | 10.62% | 17.86% |
| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| Max Drawdown | -2.17% | -19.0% |
| Longest DD Days | 210.0 | 127.0 |
| Avg. Drawdown | -0.72% | -1.81% |
| Avg. Drawdown Days | 22.0 | 13.0 |
| Recovery Factor | 7.87 | 1.54 |
| Ulcer Index | inf | 1.09 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2024-11-12 | 2024-11-26 | -2.17 | 14 |
| 2024-11-27 | 2025-06-25 | -2.06 | 210 |
| 2024-10-07 | 2024-10-08 | -0.90 | 1 |
| 2024-07-11 | 2024-07-26 | -0.86 | 15 |
| 2025-07-07 | 2025-07-10 | -0.80 | 3 |
| 2024-10-15 | 2024-11-05 | -0.78 | 21 |
| 2024-07-30 | 2024-07-31 | -0.51 | 1 |
| 2024-06-28 | 2024-07-02 | -0.39 | 4 |
| 2025-07-11 | 2025-07-17 | -0.36 | 6 |
| 2024-10-01 | 2024-10-04 | -0.24 | 3 |
| Metric | 17604094:SPY:triple_med_gx:lsma95_50 | 17604094:SPY |
|---|---|---|
| Best Day | 2.49% | 10.5% |
| Worst Day | -1.28% | -5.85% |
| Best Week | 4.75% | 5.67% |
| Worst Week | -2.08% | -9.07% |
| Best Month | 5.2% | 6.28% |
| Worst Month | 0.0% | -5.86% |
| Best Year | 12.92% | 16.64% |
| Worst Year | 3.7% | 10.86% |
| Avg. Up Day | 0.56% | 0.57% |
| Avg. Down Day | -0.45% | -0.58% |
| Avg. Up Week | 1.59% | 1.69% |
| Avg. Down Week | -1.01% | -0.79% |
| Avg. Up Month | 2.8% | 3.5% |
| Avg. Down Month | NaN% | NaN% |
| Win Days % | 64.86% | 59.08% |
| Win Month % | 100.0% | 70.0% |
| Win Week % | 78.95% | 58.33% |
| Win Quarter % | 100.0% | 85.71% |
| Win Year % | 100.0% | 100.0% |